Learning Financial Time Series for Prediction of the Stock Exchange Market.
Roberto Rosas-RomeroJuan-Pablo Medina-OchoaPublished in: CATA (2019)
Keyphrases
- financial time series
- stock exchange
- stock market
- financial data
- stock price
- financial time series forecasting
- non stationary
- stock returns
- reinforcement learning
- turning points
- dow jones
- exchange rate
- multivariate time series
- long term
- black scholes
- short term
- data streams
- option pricing
- chinese stock market
- machine learning